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Ok well heres the deal. I'm assuming that because this is a self cleaning oven then its probably fairly new in which case you probably don't have actual pilot lights on there but "glowbars" which are called ignitors. If this is the case, and you can see your ignitors for the bake and broil both glowing then chances are you have a weak bake ignitor. If the ignitor is not getting hot enough, then it will not send enough current to the gas valve to energize it (allowing it to open and let gas in). If its not glowing at all you can just get a voltage detector (you can buy them at walmart for about 10 bucks) turn the oven on and use your wand to see if the ignitor is getting power. If it is then its going to actually be open or shorted.

Overall deal is that 95/100 times if you have a gas oven with ignitors and its not baking its and bad or weak ignitor. They cost about 60-90 bucks.

If your oven does indeed have a pilot light then you will have a bad thermocouple or possibly obstructed burner tube.

Hello d_i_a_n_a18,
In order to put most ovens into the self-clean mode, there are a series of steps that must be initiated in a specific order. On most units the oven control needs to be set to bake or clean and the temp. control needs to be set to clean and the door lock mechanism must be engaged for everything to work. I would suggest that you consult the user's manual for directions for your specific model. If your manual is not available, check on line at the kenmore parts web-site and you can usually get a PDF version of your manual. Good luck.